Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
13/11/2024 | 3.99% | 0.49 CHF | 0.51 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 4,913 CHF | 5,113 CHF | 99.96% | 99.96% |
12/11/2024 | 3.75% | 0.50 CHF | 0.52 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 5,241 CHF | 5,441 CHF | 99.78% | 99.78% |
11/11/2024 | 3.44% | 0.57 CHF | 0.59 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 5,711 CHF | 5,911 CHF | 99.77% | 99.77% |
08/11/2024 | 3.51% | 0.56 CHF | 0.58 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 5,592 CHF | 5,792 CHF | 99.88% | 99.88% |
07/11/2024 | 3.40% | 0.58 CHF | 0.60 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 5,776 CHF | 5,976 CHF | 99.91% | 99.91% |
06/11/2024 | 3.40% | 0.54 CHF | 0.56 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 5,802 CHF | 6,002 CHF | 100.00% | 100.00% |
05/11/2024 | 3.29% | 0.59 CHF | 0.61 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 5,979 CHF | 6,179 CHF | 99.94% | 99.94% |
04/11/2024 | 3.21% | 0.61 CHF | 0.63 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 6,129 CHF | 6,329 CHF | 100.00% | 100.00% |
01/11/2024 | 3.17% | 0.63 CHF | 0.65 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 6,216 CHF | 6,416 CHF | 95.83% | 95.83% |
31/10/2024 | 3.05% | 0.63 CHF | 0.65 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 6,460 CHF | 6,660 CHF | 99.11% | 99.11% |